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DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith - 2008

Persistent link: https://www.econbiz.de/10003754163

DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - In: International journal of forecasting 26 (2010) 2, pp. 348-373

Persistent link: https://www.econbiz.de/10003980384

Improving GDP measurement : a forecast combination perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011

Persistent link: https://www.econbiz.de/10009314062

Improving GDP measurement : a forecast combination perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011

Persistent link: https://www.econbiz.de/10010196669

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014 - This version: June 24, 2014

Persistent link: https://www.econbiz.de/10010484306

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014

Persistent link: https://www.econbiz.de/10010392642

Improving GDP measurement : a forecast combination perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011

Persistent link: https://www.econbiz.de/10009387798

DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - 2009

Persistent link: https://www.econbiz.de/10003827739

Take your model bowling : forecasting with general equilibrium models

Del Negro, Marco; Schorfheide, Frank - In: Economic review 88 (2003) 4, pp. 35-50

Persistent link: https://www.econbiz.de/10001934573

Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic

Schorfheide, Frank; Song, Dongho - National Bureau of Economic Research - 2021

-19 outbreak, except for the exclusion of crisis observations from the estimation sample. We compare the MF-VAR forecasts … is a promising way of handling VAR estimation going forward, as an alternative of a sophisticated modeling of outliers …

Persistent link: https://www.econbiz.de/10012794563